Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations (Q4994801)
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scientific article; zbMATH DE number 7361648
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| English | Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations |
scientific article; zbMATH DE number 7361648 |
Statements
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (English)
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22 June 2021
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Cox-Ingersoll-Ross process
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high-frequency observation
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local asymptotic (mixed) normality property
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local asymptotic quadraticity property
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Malliavin calculus
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parametric estimation
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square root coefficient
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0.7745887637138367
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0.7729976773262024
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0.7587982416152954
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0.7580952048301697
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